chore: Improve wrapper thread safety and logging

- Add thread-safe locking to BaseNT8StrategyWrapper
- Add BasicLogger initialization
- Improve null checking and error handling
- Minor adapter enhancements

src/NT8.Core/Common/Models/Configuration.cs

@@ -8,6 +8,8 @@ namespace NT8.Core.Common.Models
     /// </summary>
     public class RiskConfig
     {
+        // Phase 1 - Basic Risk Properties
+
         /// <summary>
         /// Daily loss limit in dollars
         /// </summary>
@@ -28,8 +30,30 @@ namespace NT8.Core.Common.Models
         /// </summary>
         public bool EmergencyFlattenEnabled { get; set; }
 
+        // Phase 2 - Advanced Risk Properties (Optional)
+
         /// <summary>
-        /// Constructor for RiskConfig
+        /// Weekly loss limit in dollars (optional, for advanced risk management)
+        /// </summary>
+        public double? WeeklyLossLimit { get; set; }
+
+        /// <summary>
+        /// Trailing drawdown limit in dollars (optional, for advanced risk management)
+        /// </summary>
+        public double? TrailingDrawdownLimit { get; set; }
+
+        /// <summary>
+        /// Maximum cross-strategy exposure in dollars (optional, for advanced risk management)
+        /// </summary>
+        public double? MaxCrossStrategyExposure { get; set; }
+
+        /// <summary>
+        /// Maximum correlated exposure in dollars (optional, for advanced risk management)
+        /// </summary>
+        public double? MaxCorrelatedExposure { get; set; }
+
+        /// <summary>
+        /// Constructor for RiskConfig (Phase 1 - backward compatible)
         /// </summary>
         public RiskConfig(
             double dailyLossLimit,
@@ -41,6 +65,35 @@ namespace NT8.Core.Common.Models
             MaxTradeRisk = maxTradeRisk;
             MaxOpenPositions = maxOpenPositions;
             EmergencyFlattenEnabled = emergencyFlattenEnabled;
+
+            // Phase 2 properties default to null (not set)
+            WeeklyLossLimit = null;
+            TrailingDrawdownLimit = null;
+            MaxCrossStrategyExposure = null;
+            MaxCorrelatedExposure = null;
+        }
+
+        /// <summary>
+        /// Constructor for RiskConfig (Phase 2 - with advanced parameters)
+        /// </summary>
+        public RiskConfig(
+            double dailyLossLimit,
+            double maxTradeRisk,
+            int maxOpenPositions,
+            bool emergencyFlattenEnabled,
+            double? weeklyLossLimit,
+            double? trailingDrawdownLimit,
+            double? maxCrossStrategyExposure,
+            double? maxCorrelatedExposure)
+        {
+            DailyLossLimit = dailyLossLimit;
+            MaxTradeRisk = maxTradeRisk;
+            MaxOpenPositions = maxOpenPositions;
+            EmergencyFlattenEnabled = emergencyFlattenEnabled;
+            WeeklyLossLimit = weeklyLossLimit;
+            TrailingDrawdownLimit = trailingDrawdownLimit;
+            MaxCrossStrategyExposure = maxCrossStrategyExposure;
+            MaxCorrelatedExposure = maxCorrelatedExposure;
         }
     }